A Buy-Side Guide to Regulatory and Transactional Issues Related To Derivatives and Repurchase Agreements

Tri-Party Repo Data: March

The Federal Reserve Bank of New York released their monthly statistics of the U.S. tri-party repo market for March 2015.

As of March 10, 2015, the total collateral in the U.S. tri-repo market increased $41.75 billion to $1.661 trillion. Most of the increase was in U.S. Treasury collateral which increased $51.19 billion to $651 billion. Medium margin levels remained stable except that Agency CMO’s decreased by 1% to 3%.